Stochastic Control of Optimized Certainty Equivalents

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Publication:5097215

DOI10.1137/21M1407732zbMath1498.91507arXiv2001.10108OpenAlexW3122057470MaRDI QIDQ5097215

Ludovic Tangpi, Unnamed Author, Julio Backhoff-Veraguas

Publication date: 22 August 2022

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.10108






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